Conditioned square functions for noncommutative martingales (Q2370096)

This paper is the conditioned version of the author's previous work on the weak type \((1,1)\) Burkholder--Gundy inequality for noncommutative martingales [Proc. Lond. Math. Soc., III. Ser. 91, No.~2, 509--544 (2005; Zbl 1091.46040)]. The noncommutative Burkholder inequalities on the conditioned square functions were proved by \textit{M. Junge} and the reviewer for any \(1<p<\infty\) [Ann. Probab. 31, No.~2, 948--995 (2003; Zbl 1041.46050)]. These inequalities fail, of course, for \(p=1\). In the paper under review, the author obtains a weak type \((1,1)\) substitute. As a consequence, he improves certain estimates of the constants in the noncommutative Burkholder inequalities for \(1<p<\infty\) quoted above (some of them being optimal). As in the author's previous work, the arguments are based on Cuculescu's lemma for noncommutative martingales. They are, however, much more technical and subtler. The paper also includes an interesting Rosenthal type inequality in noncommutative BMO for independent random variables.